Learning objectives: Explain the mechanics of a currency swap and compute its cash flows. Explain how a currency swap can be used to transform an asset or liability and calculate the resulting cash flows. Calculate the value of a currency swap based on two simultaneous bond positions. Calculate...
Hello @Nicole Manley @David Harper CFA FRM CIPM ,
For FRM part-2, Chapter 9 from Hull's Futures, options and other derivatives-9th edition is the assigned reading.
Do BT has any instructional videos on that? I could not find any videos under the readings.
How important is this topic from exam...
Learning outcomes: Explain the main considerations in choosing a risk-free rate for derivatives valuation. Describe the OIS rate and the LIBOR-OIS spread, and explain their uses.
Questions:
506.1. With respect to the risk-free rate, LIBOR, and the overnight indexed swap (OIS) rate, consider...
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